-99.3%
LCID vs TXT
+7.8%
-107.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.0% | +12.4% | +11.8% |
| 7D | +8.9% | -2.5% | +11.5% | +10.7% |
| 30D | -15.4% | +14.4% | -29.8% | -25.0% |
| 3M | -52.9% | -4.9% | -47.9% | -51.8% |
| 6M | -46.8% | -10.2% | -36.6% | -44.0% |
| YTD | -68.9% | -4.1% | -64.8% | -69.2% |
| 1Y | -81.7% | +4.0% | -85.6% | -83.0% |
| 3Y | -92.4% | +8.0% | -100.3% | -93.4% |
| All | -99.3% | +7.8% | -107.0% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling